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FICO Xpress Mosel is now FREE and OPEN
Little bit of old news:https://community.fico.com/community/fico-optimization-community/blog/2018/01/04/fico-xpress-mosel-is-now-free-and-open:Now. if the Xpress solver would also be open source, that...
View ArticleMATLAB: LP more expensive than MIP?
A strange report:The model has variables that assume automatically 0-1 values. When we throw the model into intlinprog it solves much faster than when solving as an LP (using linprog).Solve as...
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A difficult MIP construct: counting consecutive 1's
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Covariance Matrix not positive definite in portfolio models
When solving mean-variance portfolio optimization models, the majority of solvers will require the variance-covariance matrix is positive definite. In theory, any covariance matrix is positive...
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Regular Expression Tester
On a regular basis (pun intended), I am using regular expressions for simple parsing tasks. Writing or debugging a regular expression is not always super easy. I found that web site [1] is quite...
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Piecewise nonlinear functions
In [1] a question is posed how we can model the piecewise nonlinear function depicted below: Model the dashed line h(x)We want to model that the costs are represented by the function \(h(x)\) (the...
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Knapsack + packing: a difficult MIQCP
Packing Circles in a RectangleThe problem of placing the maximum number of circles (or spheres) with radius \(r\) in a container (e.g. rectangle or box) such that there is no overlap is a well-known...
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Multi-start Non-linear Programming: a poor man's global optimizer
If a nonlinear optimization problem is non-convex, a local solver typically will find a locally optimal solution. If the model is not too large, we may find a globally optimal solution by invoking a...
View Article100% accurate
Hi Erwin,I have few doubts i found you in search of regularization topic I have done multiple regression and i observed there is over fitting in my predicted resultsMy CEO need 100% accurate predicted...
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Overdoing a plot
Lots of things are going on here. This is a visualization of a packing problem: place 50 circles in a square that is as small as possible, Things are solved by 50 solves by SNOPT with a random starting...
View ArticleIndicator constraints
In [1] a question is posed about how to implement the implication:\[ x+y\le 5 \Rightarrow \delta = 1\] Here \(\delta \in \{0,1\}\) is a binary variable. Indicator constraints are of the form:\[ \delta...
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Coming to Excel: custom R plots
Interesting. Excel's charts are looking a bit dated compared to what we can do with ggplot, plot.ly or Tableau. This will make a good step in the right direction.Sankey Chart in ExcelReferencesCustom R...
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Facility location model Q&A
Dear Erwin, I always follow and read your interesting posts. Thank you so much for your useful posts on your blogs. For the learning purposes, I was trying to code you MIQCP sample on your blog but not...
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Find the differences: RStudio local or server
Typically I run RStudio locally. For a project we are experimenting with RStudio Server, which allows you to run Rstudio itself on a server and use it from a web browser. The GUI looks virtually...
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Excel Power Query CSV read somewhat slow
Reading a large CSV file into Excel's data model is somewhat slow compared to R:Reading CSV into data modelI used some VBA code for the timing. The only thing we do is to load data into the data model...
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DIY Presolve
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Knapsack + Packing: Combinatorial Benders Decomposition
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View ArticleThe real optimization problem
Dear Erwin,Good Morning!!.I am doing my Master's Degree in Computer Science.Currently, I am doing some research on Facility Location Problem Optimization. I came across your answers on stackoverflow...
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Sparsest solution: a difficult MIP
The problem of finding a solution vector that is as sparse as possible can be formulated as a MIP.I was looking at solving an underdetermined problem \[Ax=b\] i.e. the number of rows \(m\) is less...
View Articleselect weights to maximize count
In [1] a problem that is simple at first sight. Looking a bit further there are some interesting angles.The example data set is:---- 27 PARAMETER a j1 j2 j3i1 0.8700.7300.410i2 0.8200.7300.850i3...
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